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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Computational economics"
~isPartOf:"Working papers"
~person:"Frederiksen, Per"
~subject:"temporal aggregation"
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Estimation theory
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Frederiksen, Per
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Computational economics
Working papers
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Testing for long memory in potentially nonstationary perturbed fractional processes
Frederiksen, Per
;
Nielsen, Frank S.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 329-381
Persistent link: https://www.econbiz.de/10010351544
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2
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
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